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market maker quality
| Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 16/05/2024 | 1.13% | 0.88 CHF | 0.89 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 65,783 CHF | 66,533 CHF | 98.70% | 98.70% |
| 15/05/2024 | 1.11% | 0.90 CHF | 0.91 CHF | 75,000 | 75,000 | 74,694 | 74,243 | 67,423 CHF | 67,761 CHF | 98.94% | 98.94% |
| 14/05/2024 | 1.48% | 0.89 CHF | 0.90 CHF | 75,000 | 75,000 | 72,039 | 72,039 | 63,953 CHF | 64,888 CHF | 99.93% | 99.93% |
| 13/05/2024 | 1.07% | 0.92 CHF | 0.93 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 69,742 CHF | 70,492 CHF | 99.19% | 99.19% |
| 10/05/2024 | 1.12% | 0.88 CHF | 0.89 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 66,376 CHF | 67,126 CHF | 100.00% | 100.00% |
| 08/05/2024 | 1.20% | 0.82 CHF | 0.83 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 62,029 CHF | 62,779 CHF | 99.37% | 99.37% |
| 07/05/2024 | 1.22% | 0.82 CHF | 0.83 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 60,881 CHF | 61,631 CHF | 98.30% | 98.30% |
| 06/05/2024 | 1.22% | 0.80 CHF | 0.81 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 60,919 CHF | 61,669 CHF | 100.00% | 100.00% |
| 03/05/2024 | 1.26% | 0.79 CHF | 0.80 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 59,077 CHF | 59,827 CHF | 98.63% | 98.63% |
| 02/05/2024 | 1.29% | 0.78 CHF | 0.79 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 57,657 CHF | 58,407 CHF | 99.13% | 99.13% |
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